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type:"book"
~subject:"Forecasting model"
~subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Theorie
Estimation theory
24
Schätztheorie
24
Theory
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
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Zakoïan, Jean-Michel
Härdle, Wolfgang
59
Pesaran, M. Hashem
40
Swanson, Norman R.
36
Franses, Philip Hans
31
Phillips, Peter C. B.
30
Gouriéroux, Christian
25
Imbens, Guido
23
Maravall Herrero, Agustín
23
Diebold, Francis X.
21
Marcellino, Massimiliano
21
Brännäs, Kurt
19
Kohn, Robert
19
Koop, Gary
19
Heckman, James J.
18
Robert, Christian P.
18
Stahlecker, Peter
18
Winkelmann, Rainer
18
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Giles, David E. A.
16
Kleibergen, Frank
16
Kapetanios, George
15
Sheather, Simon J.
15
Corradi, Valentina
14
Dijk, Dick van
14
Lucas, André
14
Newey, Whitney K.
14
Scaillet, Olivier
14
Andrews, Donald W. K.
13
Francq, Christian
13
Giles, Judith A.
13
Guégan, Dominique
13
Abberger, Klaus
12
Arnold, Bernhard
12
Breitung, Jörg
12
Croux, Christophe
12
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12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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1
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
2
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
5
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
6
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
7
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
10
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
11
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
12
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
13
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
14
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
15
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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